+74.9%
USAR vs RMBS
+38.6%
+36.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | +2.6% | -12.2% | +14.8% | +5.8% |
| 3M | -35.0% | -49.5% | +14.5% | -25.2% |
| 6M | -6.9% | -7.1% | +0.3% | -2.8% |
| YTD | +48.0% | -7.0% | +55.0% | +52.5% |
| 1Y | +24.8% | +13.3% | +11.5% | +26.6% |
| 3Y | +73.2% | +49.2% | +24.0% | +72.7% |
| All | +74.9% | +38.6% | +36.3% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RMBS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling